Anic Equity¶

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Total return since start: 0.557 %¶

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Equity now: -----------------------------> 47549.52 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46151.53 Kr¶

PnL: ---------------------------------------> -737.04 Kr¶

DD now: ---------------------------------> -2.222 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 18:58:53.222334'

Anic Portfolio¶

This Week¶

Return: -0.758 %¶

Total¶

Return: 55.665 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 1.390000 2810.500000 174.500000 6.620000 2636.000010
HMS Networks 2 -1.370000 780.000000 107.000000 15.900000 673.000000
Nordea Bank Abp 29 0.900000 3514.800000 60.800000 1.760000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.770000 408.400000 53.400000 15.040000 355.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 -0.670000 3420.000000 43.000000 1.270000 3377.000000
Corem Property Group B 59 2.460000 613.600000 36.600000 6.340000 576.999999
Resurs Holding 22 2.740000 610.060000 36.060000 6.280000 573.999998
Swedbank A 3 2.340000 589.350000 25.350000 4.490000 564.000000
AcadeMedia 12 0.120000 579.360000 22.360000 4.010000 557.000004
Intrum 4 0.590000 548.000000 21.000000 3.980000 527.000000
OEM International B 7 0.260000 547.400000 19.400000 3.670000 527.999997
Securitas B 6 2.060000 588.000000 18.000000 3.160000 570.000000
Norva24 Group 16 1.100000 560.000000 17.000000 3.130000 543.000000
Boozt 12 -0.070000 1670.400000 16.400000 0.990000 1653.999996
Eastnine 4 0.320000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Samhällsbyggnadsbo. i Norden D 12 4.180000 257.040000 11.040000 4.490000 246.000000
Karnov Group 9 1.000000 545.400000 9.400000 1.750000 536.000004
Coor Service Management Hold. 8 0.900000 540.400000 8.400000 1.580000 532.000000
Creaspac SPAC 6 0.100000 581.400000 4.400000 0.760000 577.000002
Handelsbanken A 5 0.050000 540.250000 -5.750000 -1.050000 546.000000
Midsona B 63 -0.110000 567.630000 -15.370000 -2.640000 582.999984
International Petroleum Corp. 5 3.990000 574.000000 -20.570000 -3.460000 594.565215
CTEK 13 -3.970000 509.600000 -24.400000 -4.570000 533.999999
Essity B 2 -2.690000 534.400000 -39.600000 -6.900000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.560000 3780.000000 -70.000000 -1.820000 3850.000000
Essity A 4 -2.190000 1074.000000 -75.000000 -6.530000 1149.000000
Fasadgruppen Group 35 2.130000 3689.000000 -122.000000 -3.200000 3810.999990
Beijer Electronics Group 26 -0.740000 2782.000000 -189.000000 -6.360000 2971.000006
OX2 18 1.900000 1445.400000 -218.600000 -13.140000 1663.999992
Axfood 13 -0.040000 3467.100000 -288.900000 -7.690000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46151.530000 -737.040000 -2.22162% 46888.564618

Updated:¶

'2023-01-27 18:58:12.497707'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶